Application of the Hurst exponent in ecology [PDF]
Computers and Mathematics With Applications, 2011 AbstractA brief introduction to the Hurst exponent in ecology is given, and the application of the method to rodent populations is illustrated. Results show that the Hurst exponent is very convenient and effective in detecting nonlinear systems in natural populations.
Ren-Qing Wang
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The effect of the underlying distribution in Hurst exponent estimation. [PDF]
PLoS One, 2015 In this paper, a heavy-tailed distribution approach is considered in order to explore the behavior of actual financial time series. We show that this kind of distribution allows to properly fit the empirical distribution of the stocks from S&P500 index.
Sánchez MÁ +3 more
europepmc +5 more sources
Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents? [PDF]
Physica A: Statistical Mechanics and Its Applications, 2015 In this note, we investigate possible relationships between the bivariate Hurst exponent $H_{xy}$ and an average of the separate Hurst exponents $\frac{1}{2}(H_x+H_y)$. We show that two cases are well theoretically founded. These are the cases when $H_{xy}=\frac{1}{2}(H_x+H_y)$ and $H_{xy}\frac{1}{2}(H_x+H_y)$ is not possible regardless of stationarity
Ladislav Kristoufek
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Alcohol impacts an fMRI marker of neural inhibition in humans and rodents [PDF]
NeuroImageInhibitory neuronal activity is a key regulator of brain function and is implicated in numerous developmental and psychiatric disorders. However, measuring inhibition in vivo remains a challenge.
Monami Nishio +8 more
doaj +2 more sources
The rescaled variance statistic and the determination of the Hurst exponent [PDF]
Mathematics and Computers in Simulation, 2005 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Daniel Cajueiro, Benjamin Tabak
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Clustering Arid Rangelands Based on NDVI Annual Patterns and Their Persistence
Remote Sensing, 2022 Rangeland ecosystems comprise more than a third of the global land surface, sustaining essential ecosystem services and livelihoods. In Spain, Southeast Spain includes some of the driest regions; accordingly, rangelands from Murcia and Almeria provinces ...
Ernesto Sanz +6 more
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R/S method application in neurological speech disorders analyses [PDF]
Компьютерные исследования и моделирование, 2014 Based on modified rescaled range scale computation algorithm, the technique of Hurst exponent and its characteristic time estimation is proposed. The approach of increase the accuracy and simplification automatic Hurst exponent calculation is developed ...
Nikolay Petrovich Kuzenkov +1 more
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Scaling Exponents of Time Series Data: A Machine Learning Approach
Entropy, 2023 In this study, we present a novel approach to estimating the Hurst exponent of time series data using a variety of machine learning algorithms. The Hurst exponent is a crucial parameter in characterizing long-range dependence in time series, and ...
Sebastian Raubitzek +3 more
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Hurst exponents for short time series [PDF]
Physical Review E, 2011 6 pages, 4 ...
Jingzhao Qi, Huijie Yang
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Characterization of turbulence stability through the identification of multifractional Brownian motions [PDF]
Nonlinear Processes in Geophysics, 2013 Multifractional Brownian motions have become popular as flexible models in describing real-life signals of high-frequency features in geoscience, microeconomics, and turbulence, to name a few.
K. C. Lee
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